Database exists, assume schema does, too.
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenuePerShare | sector | sharesOutstanding | shortRatio | totalAssets | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PG | 0.442647 | 0.681 | 73.6 | 3.65 | 0.0238 | 0.051 | 21462999040 | 0.26957 | 22.319181 | 10515874816 | ... | 32.886 | Consumer Defensive | 2419950080 | 2.08 | NaN | 8526000128 | 3.554 | 33668999168 | 79617998848 | 25.941154 |
| NBHC | 0.889215 | NaN | NaN | 0.92 | 0.0239 | -0.302 | NaN | 0.0 | 14.79845 | NaN | ... | 9.368 | Financial Services | 30297900 | 2.85 | NaN | 786385024 | 26.331 | 64249000 | 286185984 | 12.120635 |
| ENTA | 0.599509 | 8.629 | 5.446 | NaN | NaN | NaN | -124440000 | -1.33837 | -7.81262 | -46898876 | ... | 4.593 | Healthcare | 20324800 | 6.39 | NaN | 259052000 | 12.618 | 20933000 | 92979000 | error |
| UDR | 0.743627 | 0.107 | 121.819 | 1.52 | 0.0312 | 4.743 | 804448000 | 0.59075 | 165.77777 | 827238016 | ... | 4.455 | Real Estate | 309185984 | 5.38 | NaN | 11383000 | 0.036 | 5670699008 | 1361728000 | 248.66664 |
| SMTC | 1.532843 | 3.912 | 26.055 | NaN | NaN | 1.253 | 175896000 | 0.23742 | 18.732483 | 161634624 | ... | 11.457 | Technology | 64436800 | 2.94 | NaN | 290183008 | 4.527 | 192230000 | 740857984 | 36.33107 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| ACIW | error | error | error | error | error | error | error | error | error | error | ... | error | error | error | error | error | error | error | error | error | error |
| PFE | 0.708257 | 1.386 | 44.072 | 1.6 | 0.0299 | 0.591 | 37115998208 | 0.40154 | 1.009058 | 34285750272 | ... | 16.479 | Healthcare | 5610899968 | 2.23 | NaN | 23901999104 | 4.26 | 36441001984 | 92432998400 | 12.255329 |
| VCR | NaN | error | error | NaN | NaN | error | error | error | NaN | error | ... | error | error | error | error | 6015592448 | error | error | error | error | error |
| ARCB | 1.578039 | 1.163 | 39.609 | 0.48 | 0.0056 | 2.08 | 468940992 | 0.10454 | 6.69856 | 122347504 | ... | 177.408 | Industrials | 24484200 | 3.79 | NaN | 101132000 | 4.131 | 389422016 | 4485927936 | 8.079044 |
| GME | -0.985027 | 2.067 | 42.531 | NaN | NaN | NaN | -343400000 | -0.05618 | -33.836586 | -572687488 | ... | 81.416 | Consumer Cyclical | 76129000 | 5.7 | NaN | 1035000000 | 13.665 | 617000000 | 6112300032 | error |
1520 rows × 36 columns
| Symbol | |
|---|---|
| SP1500 | SPTM |
| SP500 | SPY |
| SP600 | SLY |
| SP400 | MDYG |
| Symbol | |
|---|---|
| Communication Services ETF | VOX |
| Consumer Discretionary ETF | VCR |
| Consumer Staples ETF | VDC |
| Energy ETF | VDE |
| Financials ETF | VFH |
| Health Care ETF | VHT |
| Industrials ETF | VIS |
| Information Technology ETF | VGT |
| Materials ETF | VAW |
| Real Estate ETF | VNQ |
| Utilities ETF | VPU |
| SP1500 | SP500 | SP600 | SP400 | Communication Services ETF | Consumer Discretionary ETF | Consumer Staples ETF | Energy ETF | Financials ETF | Health Care ETF | Industrials ETF | Information Technology ETF | Materials ETF | Real Estate ETF | Utilities ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-02-13 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-02-14 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-02-15 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-02-16 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-02-17 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2022-06-06 | -0.000133 | -0.000158 | -0.000068 | 0.000037 | -0.001031 | -0.000514 | -0.000083 | 0.002817 | -0.000181 | -0.000163 | -0.000165 | -0.000374 | 0.001356 | -0.000703 | 0.000713 |
| 2022-06-07 | 0.000130 | 0.000115 | 0.000059 | 0.000266 | -0.000944 | -0.000605 | 0.000391 | 0.003171 | -0.000001 | 0.000366 | 0.000084 | -0.000085 | 0.001630 | -0.000408 | 0.001018 |
| 2022-06-08 | -0.000482 | -0.000483 | -0.000553 | -0.000545 | -0.001474 | -0.001191 | 0.000076 | 0.003582 | -0.000862 | -0.000078 | -0.000548 | -0.000933 | 0.000769 | -0.001018 | 0.000828 |
| 2022-06-09 | -0.000781 | -0.000789 | -0.000847 | -0.000876 | -0.001803 | -0.001638 | -0.000038 | 0.002757 | -0.001151 | -0.000439 | -0.000833 | -0.001105 | 0.000275 | -0.001434 | 0.000351 |
| 2022-06-10 | -0.001037 | -0.001048 | -0.001047 | -0.001140 | -0.001934 | -0.001995 | 0.000070 | 0.002643 | -0.001614 | -0.000529 | -0.001207 | -0.001398 | -0.000078 | -0.001660 | 0.000286 |
1342 rows × 15 columns
| SP1500 | SP500 | SP600 | SP400 | Communication Services ETF | Consumer Discretionary ETF | Consumer Staples ETF | Energy ETF | Financials ETF | Health Care ETF | Industrials ETF | Information Technology ETF | Materials ETF | Real Estate ETF | Utilities ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-06-30 | 0.030375 | 0.030708 | 0.018327 | 0.031752 | -0.024136 | 0.028386 | 0.010040 | -0.078709 | 0.038955 | 0.072895 | 0.042167 | 0.041388 | 0.026999 | 0.017375 | 0.022113 |
| 2017-09-30 | 0.044807 | 0.045666 | 0.064962 | 0.035020 | 0.015498 | 0.014521 | -0.012346 | 0.069612 | 0.052789 | 0.040565 | 0.052781 | 0.083223 | 0.066617 | 0.008095 | 0.031518 |
| 2017-12-31 | 0.066880 | 0.069917 | 0.038747 | 0.074139 | 0.000763 | 0.097848 | 0.059268 | 0.073946 | 0.073683 | 0.018576 | 0.066175 | 0.093087 | 0.071798 | 0.012742 | 0.000687 |
| 2018-03-31 | -0.021321 | -0.024130 | -0.011631 | -0.003978 | -0.085669 | -0.001942 | -0.073521 | -0.078807 | -0.015065 | -0.020049 | -0.033542 | 0.020711 | -0.072483 | -0.086159 | -0.033734 |
| 2018-06-30 | 0.052094 | 0.047568 | 0.106722 | 0.045520 | 0.035862 | 0.088528 | 0.006353 | 0.150528 | -0.011331 | 0.055259 | -0.008057 | 0.080437 | 0.036210 | 0.094633 | 0.053422 |
| 2018-09-30 | 0.070536 | 0.078236 | 0.032842 | 0.032902 | 0.023115 | 0.066008 | 0.050064 | 0.021911 | 0.031675 | 0.137698 | 0.094874 | 0.117719 | 0.007338 | 0.000044 | 0.019751 |
| 2018-12-31 | -0.142834 | -0.137319 | -0.193040 | -0.172165 | -0.143117 | -0.162070 | -0.055862 | -0.267451 | -0.138848 | -0.108129 | -0.183620 | -0.174415 | -0.154310 | -0.058855 | 0.009925 |
| 2019-03-31 | 0.151853 | 0.144236 | 0.124660 | 0.157497 | 0.139541 | 0.157197 | 0.111156 | 0.178564 | 0.109942 | 0.081835 | 0.183161 | 0.217473 | 0.126958 | 0.173365 | 0.103055 |
| 2019-06-30 | 0.039106 | 0.040369 | 0.010843 | 0.030815 | 0.035928 | 0.040127 | 0.036556 | -0.048754 | 0.067026 | 0.017469 | 0.034436 | 0.054745 | 0.040951 | 0.015389 | 0.035855 |
| 2019-09-30 | 0.006291 | 0.011423 | -0.004200 | -0.009122 | -0.002023 | 0.002509 | 0.056319 | -0.075658 | 0.013235 | -0.035439 | 0.004465 | 0.016115 | -0.013089 | 0.075811 | 0.090872 |
| 2019-12-31 | 0.090490 | 0.089876 | 0.082573 | 0.066590 | 0.086727 | 0.056223 | 0.036517 | 0.054552 | 0.096390 | 0.147851 | 0.058155 | 0.139034 | 0.066971 | 0.005745 | 0.002011 |
| 2020-03-31 | -0.205302 | -0.194477 | -0.328050 | -0.247693 | -0.187109 | -0.231167 | -0.141472 | -0.523877 | -0.330709 | -0.131539 | -0.279339 | -0.131215 | -0.278876 | -0.241350 | -0.141270 |
| 2020-06-30 | 0.206715 | 0.201618 | 0.223617 | 0.259149 | 0.224230 | 0.379795 | 0.094561 | 0.332245 | 0.135641 | 0.164463 | 0.182339 | 0.318555 | 0.260712 | 0.135399 | 0.024507 |
| 2020-09-30 | 0.086119 | 0.090383 | 0.032878 | 0.068091 | 0.097573 | 0.192380 | 0.098022 | -0.188315 | 0.028859 | 0.062281 | 0.118587 | 0.120087 | 0.120651 | 0.013268 | 0.051209 |
| 2020-12-31 | 0.132216 | 0.121185 | 0.312278 | 0.211458 | 0.182130 | 0.172875 | 0.074374 | 0.300830 | 0.253698 | 0.101111 | 0.178685 | 0.138205 | 0.172363 | 0.092916 | 0.073335 |
| 2021-03-31 | 0.070761 | 0.063518 | 0.184526 | 0.084662 | 0.083288 | 0.073815 | 0.030385 | 0.324479 | 0.165207 | 0.025327 | 0.116450 | 0.015110 | 0.105419 | 0.087920 | 0.031042 |
| 2021-06-30 | 0.080495 | 0.083593 | 0.043034 | 0.033635 | 0.108092 | 0.064435 | 0.029888 | 0.126094 | 0.074954 | 0.083442 | 0.040613 | 0.114030 | 0.049264 | 0.115985 | -0.005272 |
| 2021-09-30 | 0.000378 | 0.002523 | -0.030694 | -0.024123 | -0.021207 | -0.012866 | -0.018026 | -0.026222 | 0.024323 | 0.000121 | -0.043573 | 0.006319 | -0.041816 | -0.000098 | 0.002739 |
| 2021-12-31 | 0.103038 | 0.106772 | 0.049293 | 0.077726 | -0.037011 | 0.099010 | 0.115277 | 0.050203 | 0.042310 | 0.077925 | 0.080207 | 0.141743 | 0.136524 | 0.139811 | 0.124048 |
| 2022-03-31 | -0.049102 | -0.049099 | -0.058344 | -0.089783 | -0.114414 | -0.103975 | -0.019862 | 0.379204 | -0.032929 | -0.045192 | -0.041831 | -0.090992 | -0.014374 | -0.065856 | 0.034591 |
| 2022-06-10 | -0.133501 | -0.136923 | -0.094221 | -0.126263 | -0.186172 | -0.213144 | -0.056250 | 0.157138 | -0.144127 | -0.096116 | -0.121767 | -0.190021 | -0.080392 | -0.145335 | -0.038317 |
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-10 | |
|---|---|
| Energy ETF | 0.157138 |
| Utilities ETF | -0.038317 |
| Consumer Staples ETF | -0.056250 |
| Materials ETF | -0.080392 |
| SP600 | -0.094221 |
| Health Care ETF | -0.096116 |
| Industrials ETF | -0.121767 |
| SP400 | -0.126263 |
| SP1500 | -0.133501 |
| SP500 | -0.136923 |
| Financials ETF | -0.144127 |
| Real Estate ETF | -0.145335 |
| Communication Services ETF | -0.186172 |
| Information Technology ETF | -0.190021 |
| Consumer Discretionary ETF | -0.213144 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-10 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Utilities ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Consumer Staples ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | SP600 |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | Health Care ETF |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | SP1500 |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Financials ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | Real Estate ETF |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
means
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
array([[<AxesSubplot:title={'center':'03-31'}>,
<AxesSubplot:title={'center':'06-30'}>],
[<AxesSubplot:title={'center':'09-30'}>,
<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Utilities ETF | Years | Quarters | |
|---|---|---|---|
| 2017-03-31 | NaN | 2017 | 03-31 |
| 2017-06-30 | 0.022113 | 2017 | 06-30 |
| 2017-09-30 | 0.031518 | 2017 | 09-30 |
| 2017-12-31 | 0.000687 | 2017 | 12-31 |
| 2018-03-31 | -0.033734 | 2018 | 03-31 |
| 2018-06-30 | 0.053422 | 2018 | 06-30 |
| 2018-09-30 | 0.019751 | 2018 | 09-30 |
| 2018-12-31 | 0.009925 | 2018 | 12-31 |
| 2019-03-31 | 0.103055 | 2019 | 03-31 |
| 2019-06-30 | 0.035855 | 2019 | 06-30 |
| 2019-09-30 | 0.090872 | 2019 | 09-30 |
| 2019-12-31 | 0.002011 | 2019 | 12-31 |
| 2020-03-31 | -0.141270 | 2020 | 03-31 |
| 2020-06-30 | 0.024507 | 2020 | 06-30 |
| 2020-09-30 | 0.051209 | 2020 | 09-30 |
| 2020-12-31 | 0.073335 | 2020 | 12-31 |
| 2021-03-31 | 0.031042 | 2021 | 03-31 |
| 2021-06-30 | -0.005272 | 2021 | 06-30 |
| 2021-09-30 | 0.002739 | 2021 | 09-30 |
| 2021-12-31 | 0.124048 | 2021 | 12-31 |
| 2022-03-31 | 0.034591 | 2022 | 03-31 |
| 2022-06-10 | -0.038317 | 2022 | 06-10 |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-10 | |
|---|---|
| Information Technology ETF | 0.096313 |
| Consumer Discretionary ETF | 0.095053 |
| Energy ETF | 0.075929 |
| Materials ETF | 0.065233 |
| SP1500 | 0.064383 |
| SP500 | 0.063601 |
| SP600 | 0.063392 |
| SP400 | 0.063127 |
| Health Care ETF | 0.061962 |
| Communication Services ETF | 0.059812 |
| Real Estate ETF | 0.059622 |
| Financials ETF | 0.047976 |
| Industrials ETF | 0.045803 |
| Consumer Staples ETF | 0.027809 |
| Utilities ETF | 0.020457 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-10 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| SP1500 | SP500 | SP600 | SP400 | Communication Services ETF | Consumer Discretionary ETF | Consumer Staples ETF | Energy ETF | Financials ETF | Health Care ETF | Industrials ETF | Information Technology ETF | Materials ETF | Real Estate ETF | Utilities ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-06-30 | -0.051382 | -0.050063 | -0.062182 | -0.048422 | -0.100131 | -0.091868 | -0.025440 | -0.174990 | -0.022094 | -0.005811 | -0.016132 | -0.080443 | -0.055828 | -0.058381 | -0.004013 |
| 2017-09-30 | 0.003181 | 0.000019 | 0.045805 | 0.014467 | -0.007093 | -0.037990 | -0.047152 | 0.109346 | 0.022612 | -0.000480 | 0.007354 | 0.014530 | 0.038677 | -0.011329 | -0.007700 |
| 2017-12-31 | 0.016922 | 0.019831 | -0.019223 | 0.022589 | -0.017136 | 0.045071 | 0.013353 | 0.031530 | 0.008236 | -0.028891 | 0.026255 | 0.025556 | 0.013129 | -0.025730 | -0.041314 |
| 2018-03-31 | -0.010699 | -0.012140 | 0.006137 | 0.015881 | -0.052796 | 0.019273 | -0.054858 | -0.134719 | 0.005646 | -0.002126 | -0.022522 | 0.014494 | -0.045812 | -0.059743 | -0.032471 |
| 2018-06-30 | -0.029663 | -0.033203 | 0.026213 | -0.034654 | -0.040133 | -0.031726 | -0.029127 | 0.054247 | -0.072380 | -0.023447 | -0.066357 | -0.041394 | -0.046617 | 0.018877 | 0.027297 |
| 2018-09-30 | 0.028910 | 0.032590 | 0.013684 | 0.012348 | 0.000523 | 0.013497 | 0.015257 | 0.061646 | 0.001499 | 0.096653 | 0.049447 | 0.049026 | -0.020602 | -0.019380 | -0.019467 |
| 2018-12-31 | -0.192792 | -0.187405 | -0.251011 | -0.223715 | -0.161015 | -0.214847 | -0.101777 | -0.309867 | -0.204295 | -0.155596 | -0.223540 | -0.241945 | -0.212979 | -0.097326 | -0.032076 |
| 2019-03-31 | 0.162475 | 0.156226 | 0.142428 | 0.177356 | 0.172414 | 0.178411 | 0.129819 | 0.122651 | 0.130653 | 0.099759 | 0.194181 | 0.211256 | 0.153629 | 0.199781 | 0.104318 |
| 2019-06-30 | -0.042651 | -0.040402 | -0.069666 | -0.049360 | -0.040067 | -0.080127 | 0.001076 | -0.145035 | 0.005977 | -0.061237 | -0.023864 | -0.067086 | -0.041876 | -0.060367 | 0.009730 |
| 2019-09-30 | -0.035335 | -0.034223 | -0.023358 | -0.029676 | -0.024614 | -0.050001 | 0.021512 | -0.035923 | -0.016941 | -0.076484 | -0.040962 | -0.052578 | -0.041029 | 0.056387 | 0.051654 |
| 2019-12-31 | 0.040532 | 0.039790 | 0.024603 | 0.015040 | 0.068829 | 0.003446 | -0.009397 | 0.012136 | 0.030943 | 0.100384 | 0.018235 | 0.071503 | 0.008302 | -0.032727 | -0.039990 |
| 2020-03-31 | -0.194680 | -0.182486 | -0.310282 | -0.227834 | -0.154237 | -0.209953 | -0.122809 | -0.579790 | -0.309998 | -0.113615 | -0.268318 | -0.137433 | -0.252205 | -0.214934 | -0.140006 |
| 2020-06-30 | 0.124958 | 0.120846 | 0.143108 | 0.178975 | 0.148234 | 0.259541 | 0.059081 | 0.235964 | 0.074592 | 0.085758 | 0.124039 | 0.196725 | 0.177885 | 0.059643 | -0.001618 |
| 2020-09-30 | 0.044493 | 0.044737 | 0.013720 | 0.047537 | 0.074982 | 0.139870 | 0.063216 | -0.148581 | -0.001317 | 0.021235 | 0.073160 | 0.051394 | 0.092711 | -0.006156 | 0.011992 |
| 2020-12-31 | 0.082258 | 0.071099 | 0.254308 | 0.159908 | 0.164231 | 0.120098 | 0.028459 | 0.258414 | 0.188252 | 0.053644 | 0.138765 | 0.070674 | 0.113694 | 0.054444 | 0.031334 |
| 2021-03-31 | 0.081383 | 0.075508 | 0.202294 | 0.104521 | 0.116161 | 0.095029 | 0.049048 | 0.268566 | 0.185918 | 0.043251 | 0.127470 | 0.008892 | 0.132090 | 0.114336 | 0.032305 |
| 2021-06-30 | -0.001262 | 0.002822 | -0.037474 | -0.046539 | 0.032097 | -0.055819 | -0.005592 | 0.029813 | 0.013905 | 0.004736 | -0.017687 | -0.007801 | -0.033563 | 0.040229 | -0.031397 |
| 2021-09-30 | -0.041249 | -0.043123 | -0.049851 | -0.044676 | -0.043798 | -0.065376 | -0.052833 | 0.013512 | -0.005853 | -0.040924 | -0.089000 | -0.062373 | -0.069757 | -0.019522 | -0.036479 |
| 2021-12-31 | 0.053080 | 0.056686 | -0.008677 | 0.026177 | -0.054909 | 0.046232 | 0.069363 | 0.007787 | -0.023137 | 0.030459 | 0.040286 | 0.074212 | 0.077855 | 0.101340 | 0.082047 |
| 2022-03-31 | -0.038479 | -0.037108 | -0.040576 | -0.069924 | -0.081542 | -0.082760 | -0.001199 | 0.323291 | -0.012219 | -0.027268 | -0.030811 | -0.097210 | 0.012297 | -0.039440 | 0.035854 |
| 2022-06-10 | 0.064383 | 0.063601 | 0.063392 | 0.063127 | 0.059812 | 0.095053 | 0.027809 | 0.075929 | 0.047976 | 0.061962 | 0.045803 | 0.096313 | 0.065233 | 0.059622 | 0.020457 |
| Symbol | |
|---|---|
| Communication Services ETF | VOX |
| Consumer Discretionary ETF | VCR |
| Consumer Staples ETF | VDC |
| Energy ETF | VDE |
| Financials ETF | VFH |
| Health Care ETF | VHT |
| Industrials ETF | VIS |
| Information Technology ETF | VGT |
| Materials ETF | VAW |
| Real Estate ETF | VNQ |
| Utilities ETF | VPU |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | 3.378308 | Energy ETF |
| 10 | VPU | -0.903846 | Utilities ETF |
| 2 | VDC | -1.815370 | Consumer Staples ETF |
| 8 | VAW | -2.983225 | Materials ETF |
| 9 | VNQ | -3.885849 | Real Estate ETF |
| 5 | VHT | -3.947143 | Health Care ETF |
| 6 | VIS | -5.096830 | Industrials ETF |
| 1 | VCR | -5.274843 | Consumer Discretionary ETF |
| 4 | VFH | -5.669687 | Financials ETF |
| 7 | VGT | -6.117689 | Information Technology ETF |
| 0 | VOX | -9.183162 | Communication Services ETF |
Rolling Quarterly Mean Return
| SP1500 | SP500 | SP600 | SP400 | Communication Services ETF | Consumer Discretionary ETF | Consumer Staples ETF | Energy ETF | Financials ETF | Health Care ETF | Industrials ETF | Information Technology ETF | Materials ETF | Real Estate ETF | Utilities ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-06-30 | 0.030375 | 0.030708 | 0.018327 | 0.031752 | -0.024136 | 0.028386 | 0.010040 | -0.078709 | 0.038955 | 0.072895 | 0.042167 | 0.041388 | 0.026999 | 0.017375 | 0.022113 |
| 2017-09-30 | 0.044807 | 0.045666 | 0.064962 | 0.035020 | 0.015498 | 0.014521 | -0.012346 | 0.069612 | 0.052789 | 0.040565 | 0.052781 | 0.083223 | 0.066617 | 0.008095 | 0.031518 |
| 2017-12-31 | 0.066880 | 0.069917 | 0.038747 | 0.074139 | 0.000763 | 0.097848 | 0.059268 | 0.073946 | 0.073683 | 0.018576 | 0.066175 | 0.093087 | 0.071798 | 0.012742 | 0.000687 |
| 2018-03-31 | -0.021321 | -0.024130 | -0.011631 | -0.003978 | -0.085669 | -0.001942 | -0.073521 | -0.078807 | -0.015065 | -0.020049 | -0.033542 | 0.020711 | -0.072483 | -0.086159 | -0.033734 |
| 2018-06-30 | 0.052094 | 0.047568 | 0.106722 | 0.045520 | 0.035862 | 0.088528 | 0.006353 | 0.150528 | -0.011331 | 0.055259 | -0.008057 | 0.080437 | 0.036210 | 0.094633 | 0.053422 |
| 2018-09-30 | 0.070536 | 0.078236 | 0.032842 | 0.032902 | 0.023115 | 0.066008 | 0.050064 | 0.021911 | 0.031675 | 0.137698 | 0.094874 | 0.117719 | 0.007338 | 0.000044 | 0.019751 |
| 2018-12-31 | -0.142834 | -0.137319 | -0.193040 | -0.172165 | -0.143117 | -0.162070 | -0.055862 | -0.267451 | -0.138848 | -0.108129 | -0.183620 | -0.174415 | -0.154310 | -0.058855 | 0.009925 |
| 2019-03-31 | 0.151853 | 0.144236 | 0.124660 | 0.157497 | 0.139541 | 0.157197 | 0.111156 | 0.178564 | 0.109942 | 0.081835 | 0.183161 | 0.217473 | 0.126958 | 0.173365 | 0.103055 |
| 2019-06-30 | 0.039106 | 0.040369 | 0.010843 | 0.030815 | 0.035928 | 0.040127 | 0.036556 | -0.048754 | 0.067026 | 0.017469 | 0.034436 | 0.054745 | 0.040951 | 0.015389 | 0.035855 |
| 2019-09-30 | 0.006291 | 0.011423 | -0.004200 | -0.009122 | -0.002023 | 0.002509 | 0.056319 | -0.075658 | 0.013235 | -0.035439 | 0.004465 | 0.016115 | -0.013089 | 0.075811 | 0.090872 |
| 2019-12-31 | 0.090490 | 0.089876 | 0.082573 | 0.066590 | 0.086727 | 0.056223 | 0.036517 | 0.054552 | 0.096390 | 0.147851 | 0.058155 | 0.139034 | 0.066971 | 0.005745 | 0.002011 |
| 2020-03-31 | -0.205302 | -0.194477 | -0.328050 | -0.247693 | -0.187109 | -0.231167 | -0.141472 | -0.523877 | -0.330709 | -0.131539 | -0.279339 | -0.131215 | -0.278876 | -0.241350 | -0.141270 |
| 2020-06-30 | 0.206715 | 0.201618 | 0.223617 | 0.259149 | 0.224230 | 0.379795 | 0.094561 | 0.332245 | 0.135641 | 0.164463 | 0.182339 | 0.318555 | 0.260712 | 0.135399 | 0.024507 |
| 2020-09-30 | 0.086119 | 0.090383 | 0.032878 | 0.068091 | 0.097573 | 0.192380 | 0.098022 | -0.188315 | 0.028859 | 0.062281 | 0.118587 | 0.120087 | 0.120651 | 0.013268 | 0.051209 |
| 2020-12-31 | 0.132216 | 0.121185 | 0.312278 | 0.211458 | 0.182130 | 0.172875 | 0.074374 | 0.300830 | 0.253698 | 0.101111 | 0.178685 | 0.138205 | 0.172363 | 0.092916 | 0.073335 |
| 2021-03-31 | 0.070761 | 0.063518 | 0.184526 | 0.084662 | 0.083288 | 0.073815 | 0.030385 | 0.324479 | 0.165207 | 0.025327 | 0.116450 | 0.015110 | 0.105419 | 0.087920 | 0.031042 |
| 2021-06-30 | 0.080495 | 0.083593 | 0.043034 | 0.033635 | 0.108092 | 0.064435 | 0.029888 | 0.126094 | 0.074954 | 0.083442 | 0.040613 | 0.114030 | 0.049264 | 0.115985 | -0.005272 |
| 2021-09-30 | 0.000378 | 0.002523 | -0.030694 | -0.024123 | -0.021207 | -0.012866 | -0.018026 | -0.026222 | 0.024323 | 0.000121 | -0.043573 | 0.006319 | -0.041816 | -0.000098 | 0.002739 |
| 2021-12-31 | 0.103038 | 0.106772 | 0.049293 | 0.077726 | -0.037011 | 0.099010 | 0.115277 | 0.050203 | 0.042310 | 0.077925 | 0.080207 | 0.141743 | 0.136524 | 0.139811 | 0.124048 |
| 2022-03-31 | -0.049102 | -0.049099 | -0.058344 | -0.089783 | -0.114414 | -0.103975 | -0.019862 | 0.379204 | -0.032929 | -0.045192 | -0.041831 | -0.090992 | -0.014374 | -0.065856 | 0.034591 |
| 2022-06-10 | -0.133501 | -0.136923 | -0.094221 | -0.126263 | -0.186172 | -0.213144 | -0.056250 | 0.157138 | -0.144127 | -0.096116 | -0.121767 | -0.190021 | -0.080392 | -0.145335 | -0.038317 |
Quarterly Returns
Index(['Energy ETF', 'Utilities ETF', 'Consumer Staples ETF', 'Materials ETF',
'SP600', 'Health Care ETF', 'Industrials ETF', 'SP400', 'SP1500',
'SP500', 'Financials ETF', 'Real Estate ETF',
'Communication Services ETF', 'Information Technology ETF',
'Consumer Discretionary ETF'],
dtype='object')
| SP1500 | SP500 | SP600 | SP400 | Communication Services ETF | Consumer Discretionary ETF | Consumer Staples ETF | Energy ETF | Financials ETF | Health Care ETF | Industrials ETF | Information Technology ETF | Materials ETF | Real Estate ETF | Utilities ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |
| 2017-06-30 | 0.030375 | 0.030708 | 0.018327 | 0.031752 | -0.024136 | 0.028386 | 0.010040 | -0.078709 | 0.038955 | 0.072895 | 0.042167 | 0.041388 | 0.026999 | 0.017375 | 0.022113 |
| 2017-09-30 | 0.044807 | 0.045666 | 0.064962 | 0.035020 | 0.015498 | 0.014521 | -0.012346 | 0.069612 | 0.052789 | 0.040565 | 0.052781 | 0.083223 | 0.066617 | 0.008095 | 0.031518 |
| 2017-12-31 | 0.066880 | 0.069917 | 0.038747 | 0.074139 | 0.000763 | 0.097848 | 0.059268 | 0.073946 | 0.073683 | 0.018576 | 0.066175 | 0.093087 | 0.071798 | 0.012742 | 0.000687 |
| 2018-03-31 | -0.021321 | -0.024130 | -0.011631 | -0.003978 | -0.085669 | -0.001942 | -0.073521 | -0.078807 | -0.015065 | -0.020049 | -0.033542 | 0.020711 | -0.072483 | -0.086159 | -0.033734 |
| 2018-06-30 | 0.052094 | 0.047568 | 0.106722 | 0.045520 | 0.035862 | 0.088528 | 0.006353 | 0.150528 | -0.011331 | 0.055259 | -0.008057 | 0.080437 | 0.036210 | 0.094633 | 0.053422 |
| 2018-09-30 | 0.070536 | 0.078236 | 0.032842 | 0.032902 | 0.023115 | 0.066008 | 0.050064 | 0.021911 | 0.031675 | 0.137698 | 0.094874 | 0.117719 | 0.007338 | 0.000044 | 0.019751 |
| 2018-12-31 | -0.142834 | -0.137319 | -0.193040 | -0.172165 | -0.143117 | -0.162070 | -0.055862 | -0.267451 | -0.138848 | -0.108129 | -0.183620 | -0.174415 | -0.154310 | -0.058855 | 0.009925 |
| 2019-03-31 | 0.151853 | 0.144236 | 0.124660 | 0.157497 | 0.139541 | 0.157197 | 0.111156 | 0.178564 | 0.109942 | 0.081835 | 0.183161 | 0.217473 | 0.126958 | 0.173365 | 0.103055 |
| 2019-06-30 | 0.039106 | 0.040369 | 0.010843 | 0.030815 | 0.035928 | 0.040127 | 0.036556 | -0.048754 | 0.067026 | 0.017469 | 0.034436 | 0.054745 | 0.040951 | 0.015389 | 0.035855 |
| 2019-09-30 | 0.006291 | 0.011423 | -0.004200 | -0.009122 | -0.002023 | 0.002509 | 0.056319 | -0.075658 | 0.013235 | -0.035439 | 0.004465 | 0.016115 | -0.013089 | 0.075811 | 0.090872 |
| 2019-12-31 | 0.090490 | 0.089876 | 0.082573 | 0.066590 | 0.086727 | 0.056223 | 0.036517 | 0.054552 | 0.096390 | 0.147851 | 0.058155 | 0.139034 | 0.066971 | 0.005745 | 0.002011 |
| 2020-03-31 | -0.205302 | -0.194477 | -0.328050 | -0.247693 | -0.187109 | -0.231167 | -0.141472 | -0.523877 | -0.330709 | -0.131539 | -0.279339 | -0.131215 | -0.278876 | -0.241350 | -0.141270 |
| 2020-06-30 | 0.206715 | 0.201618 | 0.223617 | 0.259149 | 0.224230 | 0.379795 | 0.094561 | 0.332245 | 0.135641 | 0.164463 | 0.182339 | 0.318555 | 0.260712 | 0.135399 | 0.024507 |
| 2020-09-30 | 0.086119 | 0.090383 | 0.032878 | 0.068091 | 0.097573 | 0.192380 | 0.098022 | -0.188315 | 0.028859 | 0.062281 | 0.118587 | 0.120087 | 0.120651 | 0.013268 | 0.051209 |
| 2020-12-31 | 0.132216 | 0.121185 | 0.312278 | 0.211458 | 0.182130 | 0.172875 | 0.074374 | 0.300830 | 0.253698 | 0.101111 | 0.178685 | 0.138205 | 0.172363 | 0.092916 | 0.073335 |
| 2021-03-31 | 0.070761 | 0.063518 | 0.184526 | 0.084662 | 0.083288 | 0.073815 | 0.030385 | 0.324479 | 0.165207 | 0.025327 | 0.116450 | 0.015110 | 0.105419 | 0.087920 | 0.031042 |
| 2021-06-30 | 0.080495 | 0.083593 | 0.043034 | 0.033635 | 0.108092 | 0.064435 | 0.029888 | 0.126094 | 0.074954 | 0.083442 | 0.040613 | 0.114030 | 0.049264 | 0.115985 | -0.005272 |
| 2021-09-30 | 0.000378 | 0.002523 | -0.030694 | -0.024123 | -0.021207 | -0.012866 | -0.018026 | -0.026222 | 0.024323 | 0.000121 | -0.043573 | 0.006319 | -0.041816 | -0.000098 | 0.002739 |
| 2021-12-31 | 0.103038 | 0.106772 | 0.049293 | 0.077726 | -0.037011 | 0.099010 | 0.115277 | 0.050203 | 0.042310 | 0.077925 | 0.080207 | 0.141743 | 0.136524 | 0.139811 | 0.124048 |
| 2022-03-31 | -0.049102 | -0.049099 | -0.058344 | -0.089783 | -0.114414 | -0.103975 | -0.019862 | 0.379204 | -0.032929 | -0.045192 | -0.041831 | -0.090992 | -0.014374 | -0.065856 | 0.034591 |
| 2022-06-10 | -0.133501 | -0.136923 | -0.094221 | -0.126263 | -0.186172 | -0.213144 | -0.056250 | 0.157138 | -0.144127 | -0.096116 | -0.121767 | -0.190021 | -0.080392 | -0.145335 | -0.038317 |
| Energy ETF | Utilities ETF | Consumer Staples ETF | Materials ETF | SP600 | Health Care ETF | Industrials ETF | SP400 | SP1500 | SP500 | Financials ETF | Real Estate ETF | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.022113 | 0.010040 | 0.026999 | 0.018327 | 0.072895 | 0.042167 | 0.031752 | 0.030375 | 0.030708 | 0.038955 | 0.017375 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | 0.031518 | -0.012346 | 0.066617 | 0.064962 | 0.040565 | 0.052781 | 0.035020 | 0.044807 | 0.045666 | 0.052789 | 0.008095 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.000687 | 0.059268 | 0.071798 | 0.038747 | 0.018576 | 0.066175 | 0.074139 | 0.066880 | 0.069917 | 0.073683 | 0.012742 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.033734 | -0.073521 | -0.072483 | -0.011631 | -0.020049 | -0.033542 | -0.003978 | -0.021321 | -0.024130 | -0.015065 | -0.086159 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.053422 | 0.006353 | 0.036210 | 0.106722 | 0.055259 | -0.008057 | 0.045520 | 0.052094 | 0.047568 | -0.011331 | 0.094633 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.019751 | 0.050064 | 0.007338 | 0.032842 | 0.137698 | 0.094874 | 0.032902 | 0.070536 | 0.078236 | 0.031675 | 0.000044 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | 0.009925 | -0.055862 | -0.154310 | -0.193040 | -0.108129 | -0.183620 | -0.172165 | -0.142834 | -0.137319 | -0.138848 | -0.058855 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.103055 | 0.111156 | 0.126958 | 0.124660 | 0.081835 | 0.183161 | 0.157497 | 0.151853 | 0.144236 | 0.109942 | 0.173365 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.035855 | 0.036556 | 0.040951 | 0.010843 | 0.017469 | 0.034436 | 0.030815 | 0.039106 | 0.040369 | 0.067026 | 0.015389 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.090872 | 0.056319 | -0.013089 | -0.004200 | -0.035439 | 0.004465 | -0.009122 | 0.006291 | 0.011423 | 0.013235 | 0.075811 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.002011 | 0.036517 | 0.066971 | 0.082573 | 0.147851 | 0.058155 | 0.066590 | 0.090490 | 0.089876 | 0.096390 | 0.005745 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141270 | -0.141472 | -0.278876 | -0.328050 | -0.131539 | -0.279339 | -0.247693 | -0.205302 | -0.194477 | -0.330709 | -0.241350 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.024507 | 0.094561 | 0.260712 | 0.223617 | 0.164463 | 0.182339 | 0.259149 | 0.206715 | 0.201618 | 0.135641 | 0.135399 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.051209 | 0.098022 | 0.120651 | 0.032878 | 0.062281 | 0.118587 | 0.068091 | 0.086119 | 0.090383 | 0.028859 | 0.013268 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.073335 | 0.074374 | 0.172363 | 0.312278 | 0.101111 | 0.178685 | 0.211458 | 0.132216 | 0.121185 | 0.253698 | 0.092916 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.031042 | 0.030385 | 0.105419 | 0.184526 | 0.025327 | 0.116450 | 0.084662 | 0.070761 | 0.063518 | 0.165207 | 0.087920 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | -0.005272 | 0.029888 | 0.049264 | 0.043034 | 0.083442 | 0.040613 | 0.033635 | 0.080495 | 0.083593 | 0.074954 | 0.115985 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | 0.002739 | -0.018026 | -0.041816 | -0.030694 | 0.000121 | -0.043573 | -0.024123 | 0.000378 | 0.002523 | 0.024323 | -0.000098 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.124048 | 0.115277 | 0.136524 | 0.049293 | 0.077925 | 0.080207 | 0.077726 | 0.103038 | 0.106772 | 0.042310 | 0.139811 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | 0.034591 | -0.019862 | -0.014374 | -0.058344 | -0.045192 | -0.041831 | -0.089783 | -0.049102 | -0.049099 | -0.032929 | -0.065856 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-10 00:00:00 | 0.157138 | -0.038317 | -0.056250 | -0.080392 | -0.094221 | -0.096116 | -0.121767 | -0.126263 | -0.133501 | -0.136923 | -0.144127 | -0.145335 | -0.186172 | -0.190021 | -0.213144 |
Index(['SP1500', 'SP500', 'SP600', 'SP400', 'Communication Services ETF',
'Consumer Discretionary ETF', 'Consumer Staples ETF', 'Energy ETF',
'Financials ETF', 'Health Care ETF', 'Industrials ETF',
'Information Technology ETF', 'Materials ETF', 'Real Estate ETF',
'Utilities ETF'],
dtype='object')
| 06-10 | |
|---|---|
| SP1500 | -0.133501 |
| SP500 | -0.136923 |
| SP600 | -0.094221 |
| SP400 | -0.126263 |
| Communication Services ETF | -0.186172 |
| Consumer Discretionary ETF | -0.213144 |
| Consumer Staples ETF | -0.056250 |
| Energy ETF | 0.157138 |
| Financials ETF | -0.144127 |
| Health Care ETF | -0.096116 |
| Industrials ETF | -0.121767 |
| Information Technology ETF | -0.190021 |
| Materials ETF | -0.080392 |
| Real Estate ETF | -0.145335 |
| Utilities ETF | -0.038317 |
| max_2y | min_2y | std_2y | mean_2y | max_1y | min_1y | std_1y | mean_1y | latest_p | 2yr_close_0pct | ... | vol_30d_2yr | pct_1yr | pct_2yr | MIN_Lookback_One_Year | MIN_Lookback_6_Months | MIN_Lookback_2_Months | MIN_Lookback_1_Months | volume_factor | adf | hurst | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | |||||||||||||||||||||
| MTOR | 36.299999 | 18.16 | 4.606631 | 26.98698 | 36.299999 | 20.5 | 5.460747 | 27.86792 | 36.119999 | 12.11 | ... | 20301256.12708 | 0.988608 | 0.990077 | 32.93 | 32.93 | 36.240002 | 36.279999 | 1.167952 | 0.308552 | 0.433895 |
| Y | 862.869995 | 460.579987 | 89.563942 | 650.64594 | 862.869995 | 585.099976 | 76.003139 | 705.076921 | 834.109985 | 451.859985 | ... | 1456858.698941 | 0.896461 | 0.928509 | 737.890015 | 737.890015 | 862.869995 | 862.869995 | 1.713893 | 0.389055 | 0.457411 |
| TVTY | 32.889999 | 10.19 | 5.620871 | 22.92804 | 32.889999 | 21.25 | 3.298713 | 26.784 | 32.279999 | 2.68 | ... | 14974563.993949 | 0.947594 | 0.973128 | 27.85 | 29.18 | 32.889999 | 32.889999 | 0.975728 | 0.524133 | 0.449983 |
| MCK | 339.940002 | 139.759995 | 52.614213 | 207.774528 | 339.940002 | 184.429993 | 48.520659 | 245.625375 | 313.339996 | 104.688698 | ... | 33946622.768533 | 0.82895 | 0.86712 | 204.660004 | 233.740005 | 329.359985 | 339.940002 | 0.653279 | 0.998714 | 0.463166 |
| ACC | 65.220001 | 31.07 | 9.214313 | 45.950842 | 65.220001 | 46.720001 | 5.555166 | 53.561347 | 64.769997 | 18.98494 | ... | 20837020.877458 | 0.975675 | 0.986823 | 49.209999 | 55.619999 | 58.009998 | 65.019997 | 2.984429 | 0.981927 | 0.416828 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| AMAT | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing | ... | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing |
| ANTM | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing | ... | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing |
| HAL | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing | ... | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing |
| NEM | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing | ... | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing |
| CAH | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing | ... | missing | missing | missing | missing | missing | missing | missing | missing | missing | missing |
1530 rows × 43 columns
3.186660672008169
| Symbol | Sector | |
|---|---|---|
| 0 | PG | Consumer Defensive |
| 1 | NBHC | Financial Services |
| 2 | ENTA | Healthcare |
| 3 | UDR | Real Estate |
| 4 | SMTC | Technology |
| ... | ... | ... |
| 1515 | ACIW | error |
| 1516 | PFE | Healthcare |
| 1517 | VCR | error |
| 1518 | ARCB | Industrials |
| 1519 | GME | Consumer Cyclical |
1520 rows × 2 columns
| Symbol | max_2y | min_2y | std_2y | mean_2y | max_1y | min_1y | std_1y | mean_1y | latest_p | ... | pct_1yr | pct_2yr | MIN_Lookback_One_Year | MIN_Lookback_6_Months | MIN_Lookback_2_Months | MIN_Lookback_1_Months | volume_factor | adf | hurst | Sector | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | MTOR | 36.299999 | 18.16 | 4.606631 | 26.98698 | 36.299999 | 20.5 | 5.460747 | 27.86792 | 36.119999 | ... | 0.988608 | 0.990077 | 32.93 | 32.93 | 36.240002 | 36.279999 | 1.167952 | 0.308552 | 0.433895 | error |
| 1 | Y | 862.869995 | 460.579987 | 89.563942 | 650.64594 | 862.869995 | 585.099976 | 76.003139 | 705.076921 | 834.109985 | ... | 0.896461 | 0.928509 | 737.890015 | 737.890015 | 862.869995 | 862.869995 | 1.713893 | 0.389055 | 0.457411 | Financial Services |
| 2 | TVTY | 32.889999 | 10.19 | 5.620871 | 22.92804 | 32.889999 | 21.25 | 3.298713 | 26.784 | 32.279999 | ... | 0.947594 | 0.973128 | 27.85 | 29.18 | 32.889999 | 32.889999 | 0.975728 | 0.524133 | 0.449983 | error |
| 3 | MCK | 339.940002 | 139.759995 | 52.614213 | 207.774528 | 339.940002 | 184.429993 | 48.520659 | 245.625375 | 313.339996 | ... | 0.82895 | 0.86712 | 204.660004 | 233.740005 | 329.359985 | 339.940002 | 0.653279 | 0.998714 | 0.463166 | Healthcare |
| 4 | ACC | 65.220001 | 31.07 | 9.214313 | 45.950842 | 65.220001 | 46.720001 | 5.555166 | 53.561347 | 64.769997 | ... | 0.975675 | 0.986823 | 49.209999 | 55.619999 | 58.009998 | 65.019997 | 2.984429 | 0.981927 | 0.416828 | error |
| 5 | CVX | 182.399994 | 65.160004 | 29.711143 | 105.228454 | 182.399994 | 92.860001 | 28.348687 | 125.4524 | 175.399994 | ... | 0.921823 | 0.940293 | 113.110001 | 119.260002 | 174.759995 | 174.759995 | 1.209596 | 0.97985 | 0.498334 | Energy |
| 6 | EQT | 50.41 | 10.52 | 8.067941 | 20.832639 | 50.41 | 15.71 | 8.938844 | 25.470636 | 47.959999 | ... | 0.929395 | 0.938581 | 23.24 | 23.24 | 40.689999 | 45.5 | 1.217357 | 0.932879 | 0.501911 | Energy |
| 7 | LNTH | 73.779999 | 10.52 | 15.093208 | 26.37563 | 73.779999 | 22.200001 | 15.582726 | 36.3232 | 63.849998 | ... | 0.807484 | 0.843029 | 25.790001 | 31.6 | 60.709999 | 69.738998 | 2.300963 | 0.990883 | 0.532857 | Healthcare |
| 8 | SWX | 95.620003 | 57.0 | 8.203573 | 67.857751 | 95.620003 | 62.540001 | 8.955224 | 72.377324 | 91.889999 | ... | 0.887243 | 0.903418 | 73.540001 | 73.540001 | 81.089996 | 92.440002 | 1.47625 | 0.284442 | 0.398907 | Utilities |
| 9 | MPC | 114.349998 | 26.559999 | 19.074529 | 55.904358 | 114.349998 | 50.189999 | 14.42865 | 70.18311 | 108.339996 | ... | 0.906328 | 0.931541 | 64.839996 | 68.779999 | 87.669998 | 96.900002 | 0.997729 | 0.991702 | 0.523957 | Energy |
| 10 | MUSA | 262.579987 | 109.110001 | 35.616647 | 156.556014 | 262.579987 | 126.559998 | 32.920196 | 182.841054 | 237.960007 | ... | 0.818997 | 0.839578 | 159.0 | 192.320007 | 225.460007 | 251.279999 | 1.023661 | 0.99617 | 0.410367 | Consumer Cyclical |
| 11 | SJI | 35.32 | 18.24 | 4.548892 | 24.632769 | 35.32 | 20.75 | 4.788175 | 27.217406 | 34.060001 | ... | 0.913521 | 0.92623 | 29.24 | 29.24 | 35.32 | 35.32 | 1.10309 | 0.165217 | 0.413386 | Utilities |
| 12 | VDE | 130.350006 | 36.619999 | 21.815405 | 71.425177 | 130.350006 | 62.919998 | 16.837208 | 87.675927 | 123.860001 | ... | 0.903752 | 0.930759 | 79.489998 | 84.209999 | 111.800003 | 115.279999 | 1.169962 | 0.947803 | 0.52196 | error |
| 13 | XOM | 105.57 | 31.110001 | 17.530923 | 56.46274 | 105.57 | 52.099998 | 13.763438 | 69.425423 | 100.459999 | ... | 0.904432 | 0.931373 | 64.800003 | 66.379997 | 91.510002 | 92.050003 | 1.434399 | 0.977852 | 0.536671 | Energy |
| 14 | DVN | 79.400002 | 7.73 | 18.689183 | 30.540565 | 79.400002 | 24.049999 | 14.974596 | 45.293388 | 74.059998 | ... | 0.903523 | 0.925492 | 31.99 | 45.560001 | 63.419998 | 69.75 | 1.304951 | 0.994381 | 0.555599 | Energy |
| 15 | MRO | 33.240002 | 3.73 | 7.09796 | 12.982678 | 33.240002 | 10.41 | 5.844906 | 18.362507 | 30.290001 | ... | 0.870784 | 0.900034 | 14.16 | 17.59 | 26.860001 | 29.0 | 1.127529 | 0.972772 | 0.54597 | Energy |
| 16 | PBF | 44.119999 | 4.06 | 7.061263 | 13.9418 | 44.119999 | 7.24 | 7.637092 | 17.58208 | 40.330002 | ... | 0.897234 | 0.905392 | 18.780001 | 18.780001 | 27.32 | 32.41 | 1.018074 | 0.730477 | 0.555776 | Energy |
| 17 | APA | 51.950001 | 7.45 | 10.056634 | 22.599485 | 51.950001 | 15.55 | 9.250318 | 29.70334 | 48.810001 | ... | 0.913736 | 0.929438 | 24.299999 | 31.139999 | 43.880001 | 45.27 | 1.279846 | 0.443494 | 0.44772 | Energy |
| 18 | CTRA | 36.549999 | 14.28 | 4.380073 | 20.14794 | 36.549999 | 14.28 | 5.291072 | 22.31224 | 34.310001 | ... | 0.899416 | 0.899416 | 20.33 | 23.639999 | 29.49 | 33.0 | 1.337181 | 0.507048 | 0.467954 | Energy |
19 rows × 45 columns
Index(['max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y', 'std_1y',
'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_180d', 'supply_trend_90d', 'supply_trend_60d',
'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr', 'pct_2yr',
'MIN_Lookback_One_Year', 'MIN_Lookback_6_Months',
'MIN_Lookback_2_Months', 'MIN_Lookback_1_Months', 'volume_factor',
'adf', 'hurst'],
dtype='object')
"\nabove_1yearSDev = screener_good[screener_good['latest_p']>screener['mean_1y']+screener_good['std_1y']]['Symbol'].values\nabove_2yearSDev = screener_good[screener_good['latest_p']>screener['mean_2y']+screener_good['std_2y']]['Symbol'].values\nabove_yearSDev = np.intersect1d(above_1yearSDev,above_2yearSDev)\n"
"\nabove_2year_t = screener[screener['pct_2yr']>threshold]['Symbol'].values\nabove_1year_t = screener[screener['pct_1yr']>threshold]['Symbol'].values\nabove_years_t = np.intersect1d(above_2year_t,above_1year_t)\n"
adf < .05 or .01, mean reverting Hurst > .5 - The time series is mean reverting. = .5 - The time series is a Geometric Brownian Motion. < .5 - The time series is trending. SPTM Index: SP1500 supply trend: 10701430.030257186
| SPTM |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 47.422277 | 49.676984 | 51.931691 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.445517 | 48.16 | 10701430.030257 | 0.514882 | 0.731043 | 0.430862 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
SPY
Index: SP500
supply trend: 1781380150.6807866
| totalAssets | trailingPE | |
|---|---|---|
| SPY | 3.781762e+11 | 4.292843 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 384.809441 | 402.729524 | 420.649606 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.065993 | 389.799988 | 1781380150.680787 | 0.501905 | 0.730083 | 0.423507 |
ets next 13 weeks
11
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
SLY
Index: SP600
supply trend: 1733621.860816944
| SLY |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 81.56592 | 86.101746 | 90.637572 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.265097 | 84.790001 | 1733621.860817 | 0.58507 | 0.631357 | 0.516612 |
ets next 13 weeks
MDYG Index: SP400 supply trend: 3870598.865355522
| MDYG |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 62.654627 | 66.371428 | 70.088229 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.727588 | 64.839996 | 3870598.865356 | 0.405859 | 0.564973 | 0.453632 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
VOX
Sector: Communication Services ETF
supply trend: 4281925.491679274
| VOX |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 97.197858 | 101.223333 | 105.248808 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.950828 | 97.699997 | 4281925.491679 | 0.137637 | 0.718884 | 0.512033 |
ets next 13 weeks
1
['options', ('2022-07-15',)]
VCR
Sector: Consumer Discretionary ETF
supply trend: 2149496.8229954615
| totalAssets | |
|---|---|
| VCR | 6.015592e+09 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 228.960223 | 247.434761 | 265.9093 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.24671 | 240.179993 | 2149496.822995 | 0.290163 | 0.672666 | 0.471633 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
VDC
Sector: Consumer Staples ETF
supply trend: 3239531.5431164904
| totalAssets | |
|---|---|
| VDC | 8.239956e+09 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 180.713861 | 189.626984 | 198.540108 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.521146 | 184.889999 | 3239531.543116 | 0.610012 | 0.828818 | 0.357333 |
ets next 13 weeks
1
['options', ('2022-07-15',)]
VDE
Sector: Energy ETF
supply trend: 15894021.482602118
| totalAssets | trailingPE | |
|---|---|---|
| VDE | 1.106882e+10 | 10.692059 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 107.166137 | 119.294921 | 131.423705 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 1.169962 | 123.860001 | 15894021.482602 | 0.930759 | 0.947803 | 0.52196 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
VFH
Sector: Financials ETF
supply trend: 15854911.649016641
| totalAssets | |
|---|---|
| VFH | 1.055284e+10 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 79.139405 | 83.671588 | 88.203771 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.068786 | 79.93 | 15854911.649017 | 0.524221 | 0.532803 | 0.492594 |
ets next 13 weeks
1
['options', ('2022-08-19',)]
VHT
Sector: Health Care ETF
supply trend: 5096065.052950076
| totalAssets | trailingPE | |
|---|---|---|
| VHT | 1.944618e+10 | 5.167231 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 231.084711 | 237.690476 | 244.296241 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 0.947476 | 229.929993 | 5096065.05295 | 0.525621 | 0.693779 | 0.333477 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
VIS
Sector: Industrials ETF
supply trend: 3021835.7791225417
| VIS |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 166.918433 | 175.029841 | 183.141249 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.897137 | 170.789993 | 3021835.779123 | 0.55486 | 0.557365 | 0.472662 |
ets next 13 weeks
1
['options', ('2022-08-19',)]
VGT
Sector: Information Technology ETF
supply trend: 13900429.727685325
| totalAssets | |
|---|---|
| VGT | 5.044675e+10 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 330.411387 | 350.71381 | 371.016232 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.13554 | 337.339996 | 13900429.727685 | 0.3501 | 0.739205 | 0.427823 |
ets next 13 weeks
2
['options', ('2022-06-17', '2022-08-19')]
VAW
Sector: Materials ETF
supply trend: 2531724.1301059
| totalAssets | |
|---|---|
| VAW | 5.085875e+09 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 175.041332 | 184.631904 | 194.222476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.136419 | 178.449997 | 2531724.130106 | 0.735836 | 0.8001 | 0.433204 |
ets next 13 weeks
1
['options', ('2022-08-19',)]
VNQ
Sector: Real Estate ETF
supply trend: 111305975.03782149
| totalAssets | |
|---|---|
| VNQ | 7.839537e+10 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 93.076579 | 96.729683 | 100.382786 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.031909 | 92.620003 | 111305975.037821 | 0.416 | 0.514654 | 0.397188 |
ets next 13 weeks
3
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
VPU
Sector: Utilities ETF
supply trend: 4401008.169440242
| totalAssets | |
|---|---|
| VPU | 7.799146e+09 |
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 152.644005 | 158.881905 | 165.119806 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.073413 | 155.610001 | 4401008.16944 | 0.750053 | 0.731044 | 0.299247 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
ACC
Index: SP400
Sector: error
supply trend: 20837020.877458397
| ACC |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 64.467277 | 64.776825 | 65.086373 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.984429 | 64.769997 | 20837020.877458 | 0.986823 | 0.981927 | 0.416828 |
ets next 13 weeks
1
['options', ('2022-06-17',)]
APA
Index: SP500
Sector: Energy
supply trend: 154170566.9440242
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APA | 4.125226 | 1.227 | 704.108 | 0.5 | 0.0098 | 4.324 | 4982000128 | 0.56569 | 5.04757 | 2424875008 | ... | 0.405 | 24.063 | Energy | 338232000 | 1 | 234000000 | 0.692 | 5999000064 | 8807000064 | 7.255835 |
1 rows × 34 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 37.987556 | 45.39127 | 52.794983 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 1.279846 | 48.810001 | 154170566.944024 | 0.929438 | 0.443494 | 0.44772 |
ets next 13 weeks
3
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2021-3
palmOil False
controversialWeapons False
gambling False
socialScore 8.88
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 71
governanceScore 7.96
environmentPercentile None
animalTesting False
tobacco False
totalEsg 38.81
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 82.83
peerGroup Oil & Gas Producers
smallArms False
environmentScore 21.98
governancePercentile None
militaryContract False]
CTRA
Index: SP500
Sector: Energy
supply trend: 150668871.709531
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTRA | -0.189215 | 1.751 | 29.377 | 0.6 | 0.0201 | 2.487 | 2364999936 | 0.64441 | 9.610645 | 1148249984 | ... | 4.191 | 7.296 | Energy | 813577984 | 3.2 | 1036000000 | 1.273 | 3463000064 | 3670000128 | 39.032993 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 28.660914 | 33.218095 | 37.775277 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CTRA | 1.337181 | 34.310001 | 150668871.709531 | 0.899416 | 0.507048 | 0.467954 |
ets next 13 weeks
23
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.091100e+10 1.823373e+09 1.815770e+09
Total Liab 8.112000e+09 2.404585e+09 2.310672e+09
Total Stockholder Equity 1.173800e+10 2.326112e+09 2.299895e+09
Deferred Long Term Liab 5.000000e+06 5.329000e+06 5.844000e+06
Other Current Liab 1.880000e+08 2.128940e+08 7.719900e+07
Total Assets 1.990000e+10 4.730697e+09 4.610567e+09
Common Stock 8.900000e+07 4.786200e+07 4.786200e+07
Other Current Assets 2.400000e+07 1.323500e+07 1.540000e+07
Retained Earnings 2.563000e+09 2.276071e+09 2.257320e+09
Other Liab 3.512000e+09 9.650310e+08 9.577370e+08
Treasury Stock -1.825000e+09 -1.821194e+09 -1.821057e+09
Other Assets 7.200000e+07 3.109900e+07 3.170800e+07
Cash 1.036000e+09 7.627000e+07 1.581470e+08
Total Current Liabilities 1.220000e+09 4.660100e+08 3.786840e+08
Other Stockholder Equity 1.000000e+06 2.007000e+06 2.144000e+06
Property Plant Equipment 1.769200e+10 4.256875e+09 4.182793e+09
Total Current Assets 2.136000e+09 4.427230e+08 3.960660e+08
Net Tangible Assets 1.173800e+10 2.326112e+09 2.299895e+09
Net Receivables 1.037000e+09 3.404370e+08 2.051240e+08
Long Term Debt 3.125000e+09 9.465090e+08 9.463160e+08
Inventory 3.900000e+07 1.278100e+07 1.739500e+07
Accounts Payable 7.470000e+08 2.271920e+08 1.662560e+08
Short Long Term Debt NaN NaN 1.000000e+08
2021-03-31
Capital Surplus 1.808232e+09
Total Liab 2.244882e+09
Total Stockholder Equity 2.305970e+09
Deferred Long Term Liab 6.360000e+06
Other Current Liab 1.989500e+07
Total Assets 4.550852e+09
Common Stock 4.783800e+07
Other Current Assets 2.198400e+07
Retained Earnings 2.270819e+09
Other Liab 9.549700e+08
Treasury Stock -1.820919e+09
Other Assets 3.078400e+07
Cash 1.736590e+08
Total Current Liabilities 3.150920e+08
Other Stockholder Equity 2.282000e+06
Property Plant Equipment 4.108153e+09
Total Current Assets 4.119150e+08
Net Tangible Assets 2.305970e+09
Net Receivables 2.004020e+08
Long Term Debt 9.461230e+08
Inventory 1.587000e+07
Accounts Payable 1.691010e+08
Short Long Term Debt 1.000000e+08 ]
16
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -17390000.0 76262000.0
Total Cashflows From Investing Activities 771721000.0 -183894000.0
Net Borrowings -2000000.0 -100000000.0
Total Cash From Financing Activities -764618000.0 -143963000.0
Change To Operating Activities 17176000.0 -9218000.0
Net Income 938468000.0 62714000.0
Change In Cash 959440000.0 -82663000.0
Repurchase Of Stock -108431000.0 -108431000.0
Total Cash From Operating Activities 952337000.0 245194000.0
Depreciation 410014000.0 97289000.0
Dividends Paid -652187000.0 -43963000.0
Change To Inventory 2511000.0 4614000.0
Change To Account Receivables -159015000.0 -102009000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome -320852000.0 148138000.0
Capital Expenditures -268960000.0 -184101000.0
2021-06-30 2021-03-31
Change To Liabilities -15297000.0 3425000.0
Total Cashflows From Investing Activities -151302000.0 -123525000.0
Net Borrowings -100000000.0 -88000000.0
Total Cash From Financing Activities -43963000.0 -133456000.0
Change To Operating Activities 4956000.0 -13914000.0
Net Income 30464000.0 126354000.0
Change In Cash -16323000.0 33546000.0
Repurchase Of Stock -108431000.0 -5569000.0
Total Cash From Operating Activities 178942000.0 290527000.0
Depreciation 91549000.0 94148000.0
Dividends Paid -43963000.0 -39887000.0
Change To Inventory -1525000.0 -600000.0
Change To Account Receivables 15143000.0 16881000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome 92703000.0 40011000.0
Capital Expenditures -151322000.0 -123617000.0 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 472918000 126354000
2Q2021 411788000 30464000
3Q2021 641678000 62714000
4Q2021 2143616000 938468000]
22
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1214465000.0 83216000.0
Minority Interest None None
Net Income 938468000.0 62714000.0
Selling General Administrative 95410000.0 24998000.0
Gross Profit 1797984000.0 471530000.0
Ebit 1298389000.0 135756000.0
Operating Income 1298389000.0 135756000.0
Other Operating Expenses -14836000.0 209489000.0
Interest Expense -24488000.0 -12577000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 275997000.0 20502000.0
Total Revenue 2143616000.0 641678000.0
Total Operating Expenses 845227000.0 505922000.0
Cost Of Revenue 345632000.0 170148000.0
Total Other Income Expense Net -83924000.0 -52540000.0
Discontinued Operations None None
Net Income From Continuing Ops 938468000.0 62714000.0
Net Income Applicable To Common Shares 935468000.0 62714000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 41304000.0 163015000.0
Minority Interest None None
Net Income 30464000.0 126354000.0
Selling General Administrative 16837000.0 26755000.0
Gross Profit 262146000.0 319340000.0
Ebit 60088000.0 177767000.0
Operating Income 60088000.0 177767000.0
Other Operating Expenses 91304000.0 18043000.0
Interest Expense -12558000.0 -12377000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10840000.0 36661000.0
Total Revenue 411788000.0 472918000.0
Total Operating Expenses 351700000.0 295151000.0
Cost Of Revenue 149642000.0 153578000.0
Total Other Income Expense Net -18784000.0 -14752000.0
Discontinued Operations None None
Net Income From Continuing Ops 30464000.0 126354000.0
Net Income Applicable To Common Shares 30464000.0 126354000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 23925372 2022-01-30
1 Vanguard Total Stock Market Index Fund 23123140 2021-12-30
2 Vanguard Small-Cap Index Fund 20493160 2021-12-30
3 Vanguard 500 Index Fund 17229139 2021-12-30
4 Washington Mutual Investors Fund 16985001 2022-01-30
5 Vanguard Fenway Funds-Equity Income Fund 16267453 2021-12-30
6 Income Fund of America Inc 13333912 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 12758989 2021-12-30
8 Victory Portfolios-Sycamore Established Value ... 12049383 2022-01-30
9 Fundamental Investors Inc 11357657 2021-12-30
% Out Value
0 0.0297 523965646
1 0.0287 439339660
2 0.0254 389370040
3 0.0214 327353641
4 0.0211 371971521
5 0.0202 309081607
6 0.0165 292012672
7 0.0158 242420791
8 0.0150 263881487
9 0.0141 215795483 ]
4
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.28
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 46.68
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 95.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.39
governancePercentile 0
militaryContract False]
CVX
Index: SP500
Sector: Energy
supply trend: 181490743.72163388
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.078947 | 1.433 | 19.941 | 5.68 | 0.0315 | 3.473 | 38521999360 | 0.21783 | 12.431709 | 21073375232 | ... | 0.683 | 92.025 | Energy | 1964809984 | 2.03 | 11704000512 | 5.957 | 29333000192 | 176843997184 | 17.0187 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 164.142905 | 173.680233 | 183.21756 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVX | 1.209596 | 175.399994 | 181490743.721634 | 0.940293 | 0.97985 | 0.498334 |
ets next 13 weeks
3
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.63
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.95
environmentPercentile None
animalTesting True
tobacco False
totalEsg 43
highestControversy 3
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.22
peerGroup Oil & Gas Producers
smallArms False
environmentScore 22.42
governancePercentile None
militaryContract False]
DVN
Index: SP500
Sector: Energy
supply trend: 181231964.52344933
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DVN | 2.784803 | 1.376 | 71.922 | 5.08 | 0.0739 | 5506999808 | 0.41984 | 14.160611 | 2805625088 | 0.56522 | ... | 2.003 | 19.784 | Energy | 677000000 | 1.7 | 2099000064 | 3.16 | 6760000000 | 13116999680 | 36.77259 |
1 rows × 34 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 65.748411 | 73.181587 | 80.614763 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.304951 | 74.059998 | 181231964.523449 | 0.925492 | 0.994381 | 0.555599 |
ets next 13 weeks
25
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
17
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
22
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
3
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
EQT
Index: SP400
Sector: Energy
supply trend: 137472571.69969743
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | ... | returnOnEquity | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EQT | 1.156862 | 0.398 | 61.543 | 0.5 | 0.0133 | -1089323008 | -0.13465 | 21.603603 | 2408109568 | 0.734 | ... | -0.3018 | 1.206 | 23.313 | Energy | 377955008 | 2 | 16913000 | 0.046 | 5050277888 | 8089885184 |
1 rows × 32 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 37.159954 | 45.132857 | 53.10576 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EQT | 1.217357 | 47.959999 | 137472571.699697 | 0.938581 | 0.932879 | 0.501911 |
ets next 13 weeks
21
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Liab 1.360858e+10 1.156162e+10 1.475200e+10
Total Stockholder Equity 8.188673e+09 1.002953e+10 8.248460e+09
Minority Interest 1.736000e+07 1.623600e+07 1.126500e+07
Other Current Liab 5.695198e+09 2.471048e+09 6.032718e+09
Total Assets 2.181461e+10 2.160739e+10 2.301172e+10
Common Stock 9.921348e+09 1.016796e+10 1.018065e+10
Other Current Assets 1.304109e+09 6.911100e+08 1.428073e+09
Retained Earnings -1.725279e+09 -1.157790e+08 -1.908833e+09
Other Liab 1.446828e+09 1.926612e+09 1.346475e+09
Treasury Stock -7.396000e+06 -2.265700e+07 -2.335900e+07
Other Assets 4.927920e+08 8.756020e+08 8.897110e+08
Cash 1.691300e+07 1.139630e+08 2.279200e+07
Total Current Liabilities 7.605287e+09 5.080171e+09 7.228353e+09
Short Long Term Debt 4.938150e+08 9.549000e+08 1.244100e+07
Other Stockholder Equity -4.548000e+06 -4.611000e+06 -5.157000e+06
Property Plant Equipment 1.829589e+10 1.844502e+10 1.878111e+10
Total Current Assets 3.025930e+09 2.286766e+09 3.340899e+09
Net Tangible Assets 8.188673e+09 1.002953e+10 8.248460e+09
Net Receivables 1.212596e+09 1.438031e+09 1.132364e+09
Long Term Debt 4.556463e+09 4.530102e+09 6.177167e+09
Accounts Payable 1.416274e+09 1.339251e+09 1.183194e+09
2021-06-30
Total Liab 1.068284e+10
Total Stockholder Equity 8.291758e+09
Minority Interest 1.066400e+07
Other Current Liab 2.459368e+09
Total Assets 1.898526e+10
Common Stock 8.245752e+09
Other Current Assets 6.488550e+08
Retained Earnings 7.128400e+07
Other Liab 1.907015e+09
Treasury Stock -2.527800e+07
Other Assets 9.975310e+08
Cash 3.307700e+08
Total Current Liabilities 3.679201e+09
Short Long Term Debt 3.996990e+08
Other Stockholder Equity -5.194000e+06
Property Plant Equipment 1.581907e+10
Total Current Assets 2.168655e+09
Net Tangible Assets 8.291758e+09
Net Receivables 6.515680e+08
Long Term Debt 5.096619e+09
Accounts Payable 8.201340e+08 ]
18
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 5.286700e+07 1.804790e+08
Total Cashflows From Investing Activities -2.911720e+08 -3.578840e+08
Net Borrowings -5.441740e+08 -7.123310e+08
Total Cash From Financing Activities -8.270970e+08 -7.218910e+08
Change To Operating Activities -1.461280e+08 5.418350e+08
Issuance Of Stock 1.214000e+06 1.214000e+06
Net Income -1.516048e+09 1.801333e+09
Change In Cash -9.705000e+07 9.117100e+07
Repurchase Of Stock -2.301390e+08 -1.296200e+07
Total Cash From Operating Activities 1.021219e+09 1.170946e+09
Depreciation 4.352770e+08 5.105630e+08
Other Cashflows From Investing Activities -1.490000e+05 -2.778600e+07
Dividends Paid -4.706300e+07 -4.706300e+07
Change To Account Receivables 2.259680e+08 -2.955500e+08
Other Cashflows From Financing Activities -6.935000e+06 3.402000e+06
Change To Netincome 1.969283e+09 -1.570860e+09
Capital Expenditures -2.922810e+08 -3.481900e+08
Investments NaN 2.436900e+07
2021-09-30 2021-06-30
Change To Liabilities 1.653180e+08 -5541000.0
Total Cashflows From Investing Activities -1.039960e+09 -426988000.0
Net Borrowings 6.856860e+08 698705000.0
Total Cash From Financing Activities 6.838740e+08 673609000.0
Change To Operating Activities -2.052750e+08 -360908000.0
Issuance Of Stock 1.214000e+06 1214000.0
Net Income -1.980117e+09 -936457000.0
Change In Cash -3.079780e+08 290100000.0
Repurchase Of Stock -1.122000e+06 -51000.0
Total Cash From Operating Activities 4.810800e+07 43479000.0
Depreciation 4.528740e+08 391417000.0
Other Cashflows From Investing Activities 8.465000e+06 1758000.0
Dividends Paid -4.706300e+07 -47063000.0
Change To Account Receivables -3.048780e+08 13335000.0
Other Cashflows From Financing Activities -6.900000e+05 -25045000.0
Change To Netincome 1.923332e+09 941633000.0
Capital Expenditures -2.366790e+08 -218982000.0
Investments 2.436900e+07 24369000.0 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1063417000 -936457000
3Q2021 1766717000 -1980117000
4Q2021 2792407000 1801333000
1Q2022 2467344000 -1516048000]
22
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -1980280000.0 2393634000.0
Minority Interest 17360000.0 16236000.0
Net Income -1516048000.0 1801333000.0
Selling General Administrative 69096000.0 52343000.0
Gross Profit 1911411000.0 2213006000.0
Ebit -1859484000.0 2753035000.0
Operating Income -1859484000.0 2753035000.0
Other Operating Expenses 3278929000.0 -1069974000.0
Interest Expense -67902000.0 -76469000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -465697000.0 591080000.0
Total Revenue 2467344000.0 2792407000.0
Total Operating Expenses 4326828000.0 39372000.0
Cost Of Revenue 555933000.0 579401000.0
Total Other Income Expense Net -120796000.0 -359401000.0
Discontinued Operations None None
Net Income From Continuing Ops -1514583000.0 1802554000.0
Net Income Applicable To Common Shares -1516048000.0 1801333000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -2642431000.0 -1284365000.0
Minority Interest 11265000.0 10664000.0
Net Income -1980117000.0 -936457000.0
Selling General Administrative 49113000.0 49853000.0
Gross Profit 1239679000.0 573854000.0
Ebit -2568808000.0 -1208823000.0
Operating Income -2568808000.0 -1208823000.0
Other Operating Expenses 3296003000.0 1350757000.0
Interest Expense -80349000.0 -76986000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -662915000.0 -347846000.0
Total Revenue 1766717000.0 1063417000.0
Total Operating Expenses 4335525000.0 2272240000.0
Cost Of Revenue 527038000.0 489563000.0
Total Other Income Expense Net -73623000.0 -75542000.0
Discontinued Operations None None
Net Income From Continuing Ops -1979516000.0 -936519000.0
Net Income Applicable To Common Shares -1980117000.0 -936457000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 10743775 2021-12-30
1 Vanguard Small-Cap Index Fund 9517470 2021-12-30
2 iShares Core S&P Midcap ETF 8386370 2022-01-30
3 Fidelity Low-Priced Stock Fund 7654281 2022-02-27
4 Price (T.Rowe) Mid-Cap Value Fund 6376041 2021-12-30
5 Vanguard Small Cap Value Index Fund 6033276 2021-12-30
6 Blackrock Equity Dividend Fund 4987579 2022-01-30
7 BlackRock Global Allocation Fund 4799848 2022-01-30
8 Fidelity Mid-Cap Stock Fund 4651596 2022-02-27
9 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 4286671 2022-01-30
% Out Value
0 0.0291 234321732
1 0.0258 207576020
2 0.0227 178210362
3 0.0207 177120062
4 0.0173 139061454
5 0.0163 131585749
6 0.0135 105986053
7 0.0130 101996770
8 0.0126 107637931
9 0.0116 91091758 ]
3
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.21
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.64
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 37.38
highestControversy 1
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 83.58
peerGroup Oil & Gas Producers
smallArms False
environmentScore 19.53
governancePercentile 0
militaryContract False]
LNTH
Index: SP600
Sector: Healthcare
supply trend: 10889615.279878972
| beta | currentRatio | debtToEquity | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | grossProfits | ... | returnOnEquity | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LNTH | 0.750453 | 1.828 | 36.846 | 3.692 | 108329000 | 0.20002 | 21.648647 | 77142872 | 0.50913 | 187695000 | ... | -0.07151 | 1.258 | 7.998 | Healthcare | 68634096 | 2 | 105355000 | 1.535 | 190072992 | 541579008 |
1 rows × 32 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 59.745909 | 66.695412 | 73.644916 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 2.300963 | 63.849998 | 10889615.279879 | 0.843029 | 0.990883 | 0.532857 |
ets next 13 weeks
1
['options', ('2022-07-15',)]
MCK
Index: SP500
Sector: Healthcare
supply trend: 33946622.76853253
| beta | currentRatio | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MCK | 0.663839 | 0.954 | 1.88 | 0.0059 | -0.406 | 3191000064 | 0.01209 | 12.411926 | 2685625088 | 0.04957 | ... | 0.118 | 1733.198 | Healthcare | 145364992 | 2.18 | 3532000000 | 24.297 | 7616999936 | 263965999104 | 43.771442 |
1 rows × 32 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 310.325661 | 323.309364 | 336.293067 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 0.653279 | 313.339996 | 33946622.768533 | 0.86712 | 0.998714 | 0.463166 |
ets next 13 weeks
3
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 58
governanceScore 5.52
environmentPercentile None
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile None
militaryContract False]
MPC
Index: SP500
Sector: Energy
supply trend: 132481329.19818456
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MPC | 1.910294 | 1.704 | 80.117 | 2.32 | 0.0242 | 1.917 | 7120999936 | 0.05912 | 25.672987 | 16415250432 | ... | 0.967 | 189.986 | Energy | 615587968 | 2.92 | 10839000064 | 19.177 | 26904000512 | 120450998272 | 7.604941 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 89.236784 | 101.560094 | 113.883404 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 0.997729 | 108.339996 | 132481329.198185 | 0.931541 | 0.991702 | 0.523957 |
ets next 13 weeks
27
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.326200e+10 3.325600e+10 3.323800e+10
Total Liab 5.179200e+10 5.333600e+10 5.760700e+10
Total Stockholder Equity 2.620600e+10 2.828000e+10 2.892100e+10
Minority Interest 7.375000e+09 7.684000e+09 7.772000e+09
Other Current Liab 2.278000e+09 3.377000e+09 6.148000e+09
Total Assets 8.537300e+10 8.930000e+10 9.430000e+10
Common Stock 1.000000e+07 1.000000e+07 1.000000e+07
Other Current Assets 5.680000e+08 5.850000e+08 5.850000e+08
Retained Earnings 1.290500e+10 1.248400e+10 1.216000e+10
Other Liab 7.999000e+09 8.193000e+09 8.825000e+09
Good Will 8.256000e+09 8.256000e+09 8.256000e+09
Treasury Stock -1.997100e+10 -1.747000e+10 -1.648700e+10
Other Assets 2.400000e+09 2.463000e+09 2.532000e+09
Cash 5.291000e+09 5.874000e+09 1.183900e+10
Total Current Liabilities 1.789800e+10 1.689800e+10 1.951200e+10
Deferred Long Term Asset Charges 2.000000e+06 NaN NaN
Short Long Term Debt 4.980000e+08 7.300000e+07 7.000000e+07
Other Stockholder Equity -6.700000e+07 -3.440000e+08 -3.400000e+08
Property Plant Equipment 3.881200e+10 3.905400e+10 3.949600e+10
Total Current Assets 3.049600e+10 3.414300e+10 3.859200e+10
Long Term Investments 5.409000e+09 5.384000e+09 5.424000e+09
Net Tangible Assets 1.795000e+10 2.002400e+10 2.066500e+10
Short Term Investments 5.548000e+09 7.352000e+09 5.418000e+09
Net Receivables 1.103400e+10 1.112100e+10 1.187100e+10
Long Term Debt 2.444300e+10 2.665500e+10 2.763900e+10
Inventory 8.055000e+09 9.211000e+09 8.879000e+09
Accounts Payable 1.370000e+10 1.219600e+10 1.217000e+10
2021-03-31
Capital Surplus 3.322200e+10
Total Liab 5.717200e+10
Total Stockholder Equity 2.159200e+10
Minority Interest 7.887000e+09
Other Current Liab 3.370000e+09
Total Assets 8.665100e+10
Common Stock 1.000000e+07
Other Current Assets 1.176200e+10
Retained Earnings 4.029000e+09
Other Liab 9.386000e+09
Good Will 8.256000e+09
Treasury Stock -1.566900e+10
Other Assets 2.594000e+09
Cash 6.240000e+08
Total Current Liabilities 1.608500e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt 6.900000e+07
Other Stockholder Equity -5.110000e+08
Property Plant Equipment 4.000500e+10
Total Current Assets 3.036100e+10
Long Term Investments 5.435000e+09
Net Tangible Assets 1.333600e+10
Short Term Investments NaN
Net Receivables 9.568000e+09
Long Term Debt 3.006100e+10
Inventory 8.407000e+09
Accounts Payable 9.953000e+09 ]
19
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 1.742000e+09 -1.934000e+09
Change To Liabilities 1.590000e+09 1.930000e+08
Total Cashflows From Investing Activities 1.448000e+09 -2.054000e+09
Net Borrowings -1.951000e+09 -1.018000e+09
Total Cash From Financing Activities -5.703000e+09 -2.762000e+09
Change To Operating Activities -2.000000e+06 1.000000e+06
Issuance Of Stock 3.500000e+07 1.800000e+07
Net Income 7.740000e+08 6.940000e+08
Change In Cash -5.810000e+08 -5.964000e+09
Repurchase Of Stock -2.742000e+09 -9.280000e+08
Total Cash From Operating Activities 3.674000e+09 -1.148000e+09
Depreciation 8.130000e+08 8.360000e+08
Other Cashflows From Investing Activities 1.320000e+08 2.400000e+08
Dividends Paid -3.540000e+08 -3.700000e+08
Change To Inventory 1.173000e+09 -3.260000e+08
Change To Account Receivables -1.534000e+09 1.820000e+08
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08
Change To Netincome 8.400000e+08 -2.746000e+09
Capital Expenditures -4.810000e+08 -3.770000e+08
2021-06-30 2021-03-31
Investments -5.477000e+09 -5.000000e+07
Change To Liabilities 2.656000e+09 1.821000e+09
Total Cashflows From Investing Activities 1.567000e+10 -2.670000e+08
Net Borrowings -4.169000e+09 8.650000e+08
Total Cash From Financing Activities -5.970000e+09 1.600000e+07
Change To Operating Activities -1.000000e+06 5.000000e+06
Issuance Of Stock 3.000000e+07 2.300000e+07
Net Income 8.512000e+09 -2.420000e+08
Change In Cash 1.108000e+10 2.030000e+08
Repurchase Of Stock -9.840000e+08 -9.840000e+08
Total Cash From Operating Activities 1.380000e+09 4.540000e+08
Depreciation 8.710000e+08 8.440000e+08
Other Cashflows From Investing Activities 2.144400e+10 1.100000e+07
Dividends Paid -3.810000e+08 -3.790000e+08
Change To Inventory -4.720000e+08 -4.080000e+08
Change To Account Receivables -2.224000e+09 -1.723000e+09
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08
Change To Netincome -7.981000e+09 1.350000e+08
Capital Expenditures -3.020000e+08 -3.040000e+08 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 22788000000 -242000000
2Q2021 29734000000 8512000000
3Q2021 32491000000 694000000
4Q2021 35438000000 774000000]
22
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1348000000.0 1012000000.0
Minority Interest 7375000000.0 7684000000.0
Net Income 774000000.0 694000000.0
Selling General Administrative 654000000.0 691000000.0
Gross Profit 3254000000.0 2928000000.0
Ebit 1610000000.0 1208000000.0
Operating Income 1610000000.0 1208000000.0
Other Operating Expenses 177000000.0 193000000.0
Interest Expense -302000000.0 -313000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 243000000.0 -18000000.0
Total Revenue 35438000000.0 32491000000.0
Total Operating Expenses 33828000000.0 31283000000.0
Cost Of Revenue 32184000000.0 29563000000.0
Total Other Income Expense Net -262000000.0 -196000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 1105000000.0 1030000000.0
Net Income Applicable To Common Shares 772000000.0 694000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 593000000.0 -136000000.0
Minority Interest 7772000000.0 7887000000.0
Net Income 8512000000.0 -242000000.0
Selling General Administrative 681000000.0 575000000.0
Gross Profit 2557000000.0 1704000000.0
Ebit 816000000.0 123000000.0
Operating Income 816000000.0 123000000.0
Other Operating Expenses 189000000.0 162000000.0
Interest Expense -318000000.0 -334000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 5000000.0 34000000.0
Total Revenue 29734000000.0 22788000000.0
Total Operating Expenses 28918000000.0 22665000000.0
Cost Of Revenue 27177000000.0 21084000000.0
Total Other Income Expense Net -223000000.0 -259000000.0
Discontinued Operations 8214000000.0 234000000.0
Net Income From Continuing Ops 588000000.0 -170000000.0
Net Income Applicable To Common Shares 8512000000.0 -242000000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 18103056 2022-01-30
1 Vanguard Total Stock Market Index Fund 17494854 2021-12-30
2 Vanguard 500 Index Fund 13037019 2021-12-30
3 Vanguard Mid-Cap Index Fund 6960433 2021-12-30
4 SPDR S&P 500 ETF Trust 6540311 2022-01-30
5 Fidelity 500 Index Fund 6304109 2022-02-27
6 iShares Core S&P 500 ETF 5120813 2022-01-30
7 Vanguard Index-Value Index Fund 4704115 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 4638261 2021-12-30
9 iShares Select Dividend ETF 4127022 2022-01-30
% Out Value
0 0.0335 1298894268
1 0.0323 1119495707
2 0.0241 834238845
3 0.0129 445398107
4 0.0121 469267314
5 0.0117 490900967
6 0.0095 367418332
7 0.0087 301016318
8 0.0086 296802321
9 0.0076 296113828 ]
4
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.87
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile 0
militaryContract False]
MRO
Index: SP500
Sector: Energy
supply trend: 385905130.6354009
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | ... | returnOnEquity | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRO | 2.766666 | 1.112 | 38.48 | 0.32 | 0.0119 | 3308999936 | 0.58921 | 15.454082 | 1785500032 | 0.77546 | ... | 0.08905 | 1.091 | 7.136 | Energy | 778537024 | 0.93 | 580000000 | 0.794 | 4112000000 | 5616000000 |
1 rows × 33 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 25.156063 | 29.418428 | 33.680793 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.127529 | 30.290001 | 385905130.635401 | 0.900034 | 0.972772 | 0.54597 |
ets next 13 weeks
23
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
18
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
22
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
4
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
MTOR
Index: SP600
Sector: error
supply trend: 20301256.12708018
| MTOR |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 35.91395 | 36.090158 | 36.266367 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.167952 | 36.119999 | 20301256.12708 | 0.990077 | 0.308552 | 0.433895 |
ets next 13 weeks
1
['options', ('2022-08-19',)]
MUSA
Index: SP400
Sector: Consumer Cyclical
supply trend: 7365132.299546142
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MUSA | 0.820982 | 1.083 | 283.285 | 1.24 | 0.005 | 2.025 | 950200000 | 0.05637 | 19.691177 | 451787488 | ... | 0.501 | 658.653 | Consumer Cyclical | 24201600 | 4.6 | 356200000 | 14.718 | 2242200064 | 16855600128 | 13.386478 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 234.45771 | 245.340318 | 256.222926 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 1.023661 | 237.960007 | 7365132.299546 | 0.839578 | 0.99617 | 0.410367 |
ets next 13 weeks
2
['options', ('2022-07-15', '2022-11-18')]
PBF
Index: SP600
Sector: Energy
supply trend: 65359710.136157334
| beta | currentRatio | debtToEquity | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | grossProfits | heldPercentInstitutions | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PBF | 2.259981 | 1.254 | 197.914 | 690400000 | 0.02194 | 14.665455 | 284750016 | 0.0362 | 671100000 | 0.80126 | ... | 0.856 | 261.505 | Energy | 120828000 | 2.81 | 1434599936 | 11.873 | 4999499776 | 31470299136 | 19.549202 |
1 rows × 32 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 24.95881 | 34.143016 | 43.327222 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 1.018074 | 40.330002 | 65359710.136157 | 0.905392 | 0.730477 | 0.555776 |
ets next 13 weeks
5
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
SJI
Index: SP600
Sector: Utilities
supply trend: 18167782.072617248
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | ... | returnOnEquity | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SJI | 0.767156 | 0.669 | 180.745 | 1.24 | 0.0371 | 563539008 | 0.2829 | 20.39521 | -181286880 | 0.24213 | ... | 0.04828 | 18.23 | Utilities | 112448000 | 3.26 | 28754000 | 0.245 | 3613896960 | 1991996032 | 48.587734 |
1 rows × 33 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 33.346404 | 34.247778 | 35.149152 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 1.10309 | 34.060001 | 18167782.072617 | 0.92623 | 0.165217 | 0.413386 |
ets next 13 weeks
27
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.404300e+07 1.473100e+07 1.611800e+07
Capital Surplus 1.559060e+09 1.463655e+09 1.462322e+09
Total Liab 5.309231e+09 5.187967e+09 4.938285e+09
Total Stockholder Equity 1.989152e+09 1.828587e+09 1.887399e+09
Minority Interest 1.028900e+07 7.457000e+06 7.425000e+06
Deferred Long Term Liab 6.724160e+08 6.694870e+08 6.701760e+08
Other Current Liab 1.596050e+08 2.273930e+08 1.760970e+08
Total Assets 7.308672e+09 7.024011e+09 6.833109e+09
Common Stock 1.466750e+08 1.405610e+08 1.405570e+08
Other Current Assets 9.504100e+07 1.416900e+08 8.351100e+07
Retained Earnings 3.104330e+08 2.628420e+08 3.229880e+08
Other Liab 1.141049e+09 1.165851e+09 1.163466e+09
Good Will 7.069600e+08 7.069600e+08 7.069600e+08
Treasury Stock -2.701600e+07 -3.847100e+07 -3.846800e+07
Other Assets 9.811060e+08 9.530460e+08 9.168080e+08
Cash 2.875400e+07 2.541500e+07 8.789900e+07
Total Current Liabilities 9.556820e+08 8.187800e+08 5.896010e+08
Short Long Term Debt 6.663900e+07 6.663600e+07 9.155500e+07
Other Stockholder Equity -2.672900e+07 -3.819100e+07 -3.820000e+07
Property Plant Equipment 4.929055e+09 4.741429e+09 4.633664e+09
Total Current Assets 6.389620e+08 5.716560e+08 5.270180e+08
Long Term Investments 3.854600e+07 3.618900e+07 3.254100e+07
Net Tangible Assets 1.268149e+09 1.106896e+09 1.164321e+09
Net Receivables 3.951240e+08 2.603440e+08 2.495690e+08
Long Term Debt 3.190808e+09 3.197736e+09 3.182118e+09
Inventory 6.079700e+07 6.639100e+07 4.158000e+07
Accounts Payable 3.301640e+08 3.009550e+08 2.261080e+08
2021-03-31
Intangible Assets 1.570100e+07
Capital Surplus 1.193552e+09
Total Liab 4.971266e+09
Total Stockholder Equity 1.737118e+09
Minority Interest 6.124000e+06
Deferred Long Term Liab 6.507100e+08
Other Current Liab 1.368470e+08
Total Assets 6.714508e+09
Common Stock 1.282150e+08
Other Current Assets 3.854100e+07
Retained Earnings 4.538230e+08
Other Liab 1.148234e+09
Good Will 7.069600e+08
Treasury Stock -3.847200e+07
Other Assets 8.649660e+08
Cash 3.038600e+07
Total Current Liabilities 7.526990e+08
Short Long Term Debt 1.433030e+08
Other Stockholder Equity -3.820800e+07
Property Plant Equipment 4.524998e+09
Total Current Assets 4.889150e+08
Long Term Investments 1.129680e+08
Net Tangible Assets 1.014457e+09
Net Receivables 3.626680e+08
Long Term Debt 3.067233e+09
Inventory 2.054900e+07
Accounts Payable 2.180780e+08 ]
15
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Net Income 0.0 -26130000.0
Change To Liabilities 0.0 0.0
Investments NaN -22044000.0
Total Cashflows From Investing Activities NaN -164851000.0
Net Borrowings NaN 107800000.0
Total Cash From Financing Activities NaN 70091000.0
Change In Cash NaN -62484000.0
Total Cash From Operating Activities NaN 32276000.0
Depreciation NaN 48089000.0
Other Cashflows From Investing Activities NaN -1418000.0
Dividends Paid NaN -34007000.0
Other Cashflows From Financing Activities NaN -3702000.0
Change To Netincome NaN 10317000.0
Capital Expenditures NaN -141378000.0
Issuance Of Stock NaN NaN
2021-06-30 2021-03-31
Net Income -96828000.0 128598000.0
Change To Liabilities 0.0 0.0
Investments -17530000.0 -196000.0
Total Cashflows From Investing Activities -156992000.0 -112328000.0
Net Borrowings -84100000.0 -127600000.0
Total Cash From Financing Activities 169869000.0 -96098000.0
Change In Cash 56065000.0 -9963000.0
Total Cash From Operating Activities 43188000.0 198463000.0
Depreciation 49180000.0 54440000.0
Other Cashflows From Investing Activities 1968000.0 -6752000.0
Dividends Paid -30453000.0 -30453000.0
Other Cashflows From Financing Activities -3078000.0 -10770000.0
Change To Netincome 90836000.0 15425000.0
Capital Expenditures -126758000.0 -105380000.0
Issuance Of Stock 287500000.0 42272000.0 ]
4
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 674300000 128598000
2Q2021 311828000 -96828000
3Q2021 365631000 -26130000
4Q2021 0 0]
22
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax NaN -37557000.0 -101362000.0
Minority Interest 10289000.0 7457000.0 7425000.0
Net Income 0.0 -26130000.0 -96828000.0
Selling General Administrative None None None
Gross Profit 0.0 16068000.0 47452000.0
Ebit 0.0 -8973000.0 11609000.0
Operating Income NaN -8973000.0 11609000.0
Other Operating Expenses NaN -8040000.0 2812000.0
Interest Expense NaN -31468000.0 -31185000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 0.0 -11727000.0 -4702000.0
Total Revenue 0.0 365631000.0 311828000.0
Total Operating Expenses 0.0 374604000.0 300219000.0
Cost Of Revenue 0.0 349563000.0 264376000.0
Total Other Income Expense Net 0.0 -28584000.0 -112971000.0
Discontinued Operations NaN -127000.0 -80000.0
Net Income From Continuing Ops NaN -25830000.0 -96660000.0
Net Income Applicable To Common Shares NaN -26130000.0 -96828000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 170567000.0
Minority Interest 6124000.0
Net Income 128598000.0
Selling General Administrative None
Gross Profit 232623000.0
Ebit 196828000.0
Operating Income 196828000.0
Other Operating Expenses 3983000.0
Interest Expense -31459000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 41769000.0
Total Revenue 674300000.0
Total Operating Expenses 477472000.0
Cost Of Revenue 441677000.0
Total Other Income Expense Net -26261000.0
Discontinued Operations -71000.0
Net Income From Continuing Ops 128798000.0
Net Income Applicable To Common Shares 128598000.0 ]
10
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr- SPDR (R) S&P (R) Dividend ETF 11551756 2022-01-30
1 iShares Core S&P Smallcap ETF 7909776 2022-01-30
2 Vanguard Total Stock Market Index Fund 3185871 2021-12-30
3 Vanguard Small-Cap Index Fund 2832115 2021-12-30
4 iShares Russell 2000 ETF 2351525 2022-01-30
5 SSgA SPDR ETFS Europe I-SPDR S&P US Dividend A... 2037036 2022-02-27
6 SSgA SPDR ETFS Europe I-SPDR S&P U.S. Div Aris... 2037036 2022-02-27
7 iShares S&P Smallcap 600 Value ETF 1870014 2022-01-30
8 Vanguard Small Cap Value Index Fund 1795423 2021-12-30
9 Delaware Group Equity Funds V-Small Cap Value ... 1632000 2022-02-27
% Out Value
0 0.0944 289024935
1 0.0646 197902595
2 0.0260 83214950
3 0.0231 73974843
4 0.0192 58835155
5 0.0166 69116631
6 0.0166 69116631
7 0.0153 46787750
8 0.0147 46896448
9 0.0133 55373760 ]
1
['options', ('2022-07-15',)]
SWX
Index: SP400
Sector: Utilities
supply trend: 7059509.30408472
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SWX | 0.108035 | 0.778 | 174.475 | 2.48 | 0.0263 | -0.222 | 786628992 | 0.19366 | 19.052631 | -470833120 | ... | 0.431 | 67.779 | Utilities | 66852000 | 1.78 | 624665984 | 9.344 | 6324827136 | 4061953024 | 31.40474 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 91.063144 | 92.741905 | 94.420666 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SWX | 1.47625 | 91.889999 | 7059509.304085 | 0.903418 | 0.284442 | 0.398907 |
ets next 13 weeks
1
['options', ('2022-07-15',)]
TVTY
Index: SP600
Sector: error
supply trend: 14974563.993948562
| TVTY |
|---|
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 31.743907 | 32.163968 | 32.58403 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 0.975728 | 32.279999 | 14974563.993949 | 0.973128 | 0.524133 | 0.449983 |
ets next 13 weeks
1
['options', ('2022-08-19',)]
XOM
Index: SP500
Sector: Energy
supply trend: 399482859.5310136
| beta | currentRatio | debtToEquity | dividendRate | dividendYield | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XOM | 1.040834 | 1.072 | 26.929 | 3.52 | 0.0341 | 1.003 | 53895000064 | 0.17427 | 11.818078 | 31484874752 | ... | 0.525 | 72.369 | Energy | 4213199872 | 1.13 | 11073999872 | 2.629 | 47537000448 | 309269004288 | 17.34494 |
1 rows × 35 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 85.804488 | 95.616984 | 105.42948 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.434399 | 100.459999 | 399482859.531014 | 0.931373 | 0.977852 | 0.536671 |
ets next 13 weeks
5
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
Y
Index: SP400
Sector: Financial Services
supply trend: 1456858.6989409984
| beta | currentRatio | debtToEquity | earningsGrowth | ebitda | ebitdaMargins | forwardPE | freeCashflow | grossMargins | grossProfits | ... | revenueGrowth | revenuePerShare | sector | sharesOutstanding | shortRatio | totalCash | totalCashPerShare | totalDebt | totalRevenue | trailingPE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Y | 0.663839 | 1.597 | 31.5 | -0.433 | 1620000000 | 0.13423 | 9.936376 | 90016496 | 0.44211 | 5101669000 | ... | 0.025 | 878.577 | Financial Services | 13454900 | 2.32 | 2298860032 | 170.857 | 2822777088 | 12069126144 | 12.311554 |
1 rows × 33 columns
2022-06-10
| 21dBOLD | 21dMA-TP | 21dBOLU | |
|---|---|---|---|
| 2022-06-10 | 831.51432 | 833.616982 | 835.719644 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.713893 | 834.109985 | 1456858.698941 | 0.928509 | 0.389055 | 0.457411 |
ets next 13 weeks
1
['options', ('2022-07-15',)]
27
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]